Wasserstein Gradient Flow Structure Research Articles

A blob method for diffusion

As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial differential equations since initial data given by sums of Dirac masses would be smoothed instantaneously: particles do not remain particles. Inspired by classical vortex blob methods, we introduce a nonlocal regularization of our velocity field that ensures particles do remain particles and apply this to develop a numerical blob method for a range of diffusive partial differential equations of Wasserstein gradient flow type, including the heat equation, the porous medium equation, the Fokker–Planck equation, and the Keller–Segel equation and its variants. Our choice of regularization is guided by the Wasserstein gradient flow structure, and the corresponding energy has a novel form, combining aspects of the well-known interaction and potential energies. In the presence of a confining drift or interaction potential, we prove that minimizers of the regularized energy exist and, as the regularization is removed, converge to the minimizers of the unregularized energy. We then restrict our attention to nonlinear diffusion of porous medium type with at least quadratic exponent. Under sufficient regularity assumptions, we prove that gradient flows of the regularized porous medium energies converge to solutions of the porous medium equation. As a corollary, we obtain convergence of our numerical blob method. We conclude by considering a range of numerical examples to demonstrate our method’s rate of convergence to exact solutions and to illustrate key qualitative properties preserved by the method, including asymptotic behavior of the Fokker–Planck equation and critical mass of the two-dimensional Keller–Segel equation.

Simulation of multiphase porous media flows with minimising movement and finite volume schemes

The Wasserstein gradient flow structure of the partial differential equation system governing multiphase flows in porous media was recently highlighted in Cancès et al. [Anal. PDE10(8), 1845–1876]. The model can thus be approximated by means of the minimising movement (or JKO after Jordan, Kinderlehrer and Otto [SIAM J. Math. Anal.29(1), 1–17]) scheme that we solve thanks to the ALG2-JKO scheme proposed in Benamou et al. [ESAIM Proc. Surv.57, 1–17]. The numerical results are compared to a classical upstream mobility finite volume scheme, for which strong stability properties can be established.

Generalized solutions of a kinetic granular media equation by a gradient flow approach

We consider a one-dimensional kinetic model of granular media in the case where the interaction potential is quadratic. Taking advantage of a simple first integral, we can use a reformulation (equivalent to the initial kinetic model for classical solutions) which allows measure solutions. This reformulation has a Wasserstein gradient flow structure (on a possibly infinite product of spaces of measures) for a convex energy which enables us to prove global in time well-posedness.

A blob method for the aggregation equation

Author(s): Craig, Katy; Bertozzi, Andrea L | Abstract: Motivated by classical vortex methods for the Euler equations, we develop a numerical method for the aggregation equation. This provides a counterpoint to existing literature on particle methods. By regularizing the velocity field with a mollifier or blob function, the method has a faster rate of convergence and allows a wider range of admissible kernels. In fact, we prove arbitrarily high polynomial rates of convergence to classical solutions, depending on the choice of mollifier. The method conserves mass and the corresponding particle system is both energy decreasing for a regularized free energy functional and preserves the Wasserstein gradient flow structure. We consider numerical examples that validate our predicted rate of convergence and illustrate qualitative properties of the method.

Exponential convergence to equilibrium in a Poisson-Nernst-Planck-type system with nonlinear diffusion

We investigate a Poisson-Nernst-Planck type system in three spatial dimensions where the strength of the electric drift depends on a possibly small parameter and the particles are assumed to diffuse quadratically. On grounds of the global existence result proved by Kinderlehrer, Monsaingeon and Xu (2015) using the formal Wasserstein gradient flow structure of the system, we analyse the long-time behaviour of weak solutions. We prove under the assumption of uniform convexity of the external drift potentials that the system possesses a unique steady state. If the strength of the electric drift is sufficiently small, we show convergence of solutions to the respective steady state at an exponential rate using entropy-dissipation methods.

From large deviations to Wasserstein gradient flows in multiple dimensions

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically equivalent (in the sense of $\Gamma$-convergence) to the Jordan-Kinderlehrer-Otto functional arising in the Wasserstein gradient flow structure of the Fokker-Planck equation. In higher dimensions, part of this statement (the lower bound) has been recently proved by Duong, Laschos and Renger, but the upper bound remained open, since the proof of Duong et al relies on regularity properties of optimal transport maps that are restricted to one dimension. In this note we present a new proof of the upper bound, thereby generalising the result of Adams et al to arbitrary dimensions.

Asymptotic equivalence of the discrete variational functional and a rate-large-deviation-like functional in the Wasserstein gradient flow of the porous medium equation

In this paper, we study the Wasserstein gradient flow structure of the porous medium equation restricted to q-Gaussians. The JKO-formulation of the porous medium equation gives a variational functional Kh, which is the sum of the (scaled-) Wasserstein distance and the internal energy, for a time step h. We prove that, for the case of q-Gaussians on the real line, Kh is asymptotically equivalent, in the sense of G-convergence as h tends to zero, to a rate-large-deviation-like functional. The result explains why the Wasserstein metric as well as the combination of it with the internal energy play an important role. Keywords: Gamma-convergence; porous medium equation; variational methods; Wasserstein gradient flow

Gradient flow structures for discrete porous medium equations

We consider discrete porous medium equations of the form $\partial_t\rho_t = \Delta \phi(\rho_t)$, where $\Delta$ is the generator of a reversible continuous time Markov chain on a finite set $\boldsymbol{\chi} $, and $\phi$ is an increasing function. We show that these equations arise as gradient flows of certain entropy functionals with respect to suitable non-local transportation metrics. This may be seen as a discrete analogue of the Wasserstein gradient flow structure for porous medium equations in $\mathbb{R}^n$ discovered by Otto. We present a one-dimensional counterexample to geodesic convexity and discuss Gromov-Hausdorff convergence to the Wasserstein metric.

Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction

We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is scaled by 1/{\epsilon}, and in the limit {\epsilon} -> 0, the solution concentrates onto the two wells, resulting into a limiting system that is a pair of ordinary differential equations for the density at the two wells. This convergence has been proved in Peletier, Savar\'e, and Veneroni, SIAM Journal on Mathematical Analysis, 42(4):1805-1825, 2010, using the linear structure of the equation. In this paper we re-prove the result by using solely the Wasserstein gradient-flow structure of the system. In particular we make no use of the linearity, nor of the fact that it is a second-order system. The first key step in this approach is a reformulation of the equation as the minimization of an action functional that captures the property of being a curve of maximal slope in an integrated form. The second important step is a rescaling of space. Using only the Wasserstein gradient-flow structure, we prove that the sequence of rescaled solutions is pre-compact in an appropriate topology. We then prove a Gamma-convergence result for the functional in this topology, and we identify the limiting functional and the differential equation that it represents. A consequence of these results is that solutions of the {\epsilon}-problem converge to a solution of the limiting problem.